National Stock Exchange CNX Nifty Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.50% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 21.45 | |
| 0.0739 | 20.38 | |
| 0.8872 | 421.86 | |
| 0.0721 | 10.46 |
Estimation Period:
Jul 2, 1990 to Feb 20, 2026
Jul 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices